+98.1%
NU vs TMO
+19.5%
+78.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -4.9% | -0.6% | -4.2% | -4.7% |
| 30D | +7.8% | +1.1% | +6.7% | +7.4% |
| 3M | +20.9% | +28.3% | -7.4% | +11.7% |
| 6M | +0.9% | +23.3% | -22.4% | -5.8% |
| YTD | -12.7% | +5.5% | -18.1% | -14.8% |
| 1Y | -6.4% | +24.5% | -31.0% | -12.9% |
| 3Y | +98.1% | +19.6% | +78.5% | +88.3% |
| All | +98.1% | +19.5% | +78.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling